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Our data says that the document:

Christopher, Neely. (2004) Implied volatility from options on gold futures: do statistical forecasts add value or simply paint the lilly?.
In: Working Papers. RePEc:fip:fedlwp:2003-018.

Full description at Econpapers

cites:

Hansen, Peter Reinhard, 2003, Regression Analysis with Many Specifications: A Bootstrap Method for Robust Inference, Brown University Working Paper, February.

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